Bridging the Gap Between Multigrid, Hierarchical, and Receding-Horizon Control

We analyze the structure of the Euler-Lagrange conditions of a lifted long-horizon optimal control problem. The analysis reveals that the conditions can be solved by using block Gauss-Seidel schemes and we prove that such schemes can be implemented by solving sequences of short-horizon problems. The analysis also reveals that a receding-horizon control scheme is equivalent … Read more